diff options
| -rw-r--r-- | sql/dawn.sql | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index e4d80e57..014fe8ed 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1039,10 +1039,11 @@ LEFT JOIN (SELECT * FROM index_quotes WHERE date=p_date) d USING (index, series, LEFT JOIN valuation_reports ON invid = a.globeop_id LEFT JOIN (SELECT dealid, SUM(termination_amount) AS terminated_amount FROM terminations WHERE termination_date <= p_date GROUP BY dealid) e USING (dealid) -LEFT JOIN external_deriv_marks f ON a.cpty_id = f.identifier +LEFT JOIN external_marks_deriv f ON identifier=cpty_id AND f.date=p_date WHERE a.notional IS DISTINCT FROM terminated_amount AND a.expiration_date > p_date AND trade_date <= p_date AND swap_type = 'CD_INDEX_OPTION' +AND periodenddate <= p_date ORDER BY dealid, date DESC, periodenddate DESC; END $$ LANGUAGE plpgsql; |